+340.8%
HPE vs RUN
-81.3%
+422.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -6.1% |
| 7D | +1.4% | -3.4% | +4.8% | +1.8% |
| 30D | +1.5% | -14.0% | +15.5% | +3.0% |
| 3M | +21.7% | -27.5% | +49.2% | +25.2% |
| 6M | +164.2% | -29.0% | +193.1% | +171.6% |
| YTD | +132.1% | -53.1% | +185.1% | +144.7% |
| 1Y | +130.6% | -46.7% | +177.4% | +139.1% |
| 3Y | +244.1% | -38.3% | +282.4% | +215.3% |
| 5Y | +340.8% | -80.7% | +421.5% | +327.6% |
| All | +340.8% | -81.3% | +422.1% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling